-0.7%
APA vs INVH
+79.4%
-80.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +0.3% | -2.3% | +2.6% | +1.7% |
| 30D | +9.3% | -5.7% | +15.0% | +13.1% |
| 3M | +23.3% | -4.5% | +27.8% | +26.2% |
| 6M | +39.5% | +11.0% | +28.5% | +28.7% |
| YTD | +87.6% | +3.7% | +83.9% | +79.8% |
| 1Y | +114.2% | -2.8% | +117.1% | +112.7% |
| 3Y | +13.6% | -7.1% | +20.7% | +13.1% |
| 5Y | +175.6% | -19.4% | +195.0% | +196.3% |
| All | -0.7% | +79.4% | -80.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling